+19.6%
CME vs TXG
+406.9%
-387.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | +1.6% |
| 7D | +4.8% | -19.3% | +24.1% | +3.4% |
| 30D | +14.2% | -30.9% | +45.1% | +11.8% |
| 3M | +17.9% | +41.1% | -23.1% | +21.6% |
| 6M | +7.2% | +211.9% | -204.6% | +14.8% |
| YTD | +16.7% | +314.0% | -297.2% | +24.3% |
| 1Y | +19.6% | +405.4% | -385.8% | +26.0% |
| All | +19.6% | +406.9% | -387.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling